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We will conclude this volume by discussing some aspects (mostly computational) of the optimal control of systems governed by the Navier-Stokes equations modeling unsteady incompressible Newtonian viscous fluids. This chapter can be viewed as a sequel of Chapter 3, where we addressed the controllability of Stokes How. The methods and results presented hereafter were not available at the time of Glowinski and J.L. Lions (1995), explaining thus the need for a new chapter.
To begin with, let us say that engineers have not waited for mathematicians to successfully address flow control problems (sec, for example. Gad Hcl Hak, 1989: Busehnell and Hefner, 1990 for a review of How control from the Engineering point of view); indeed Prandtl as early as 1915 was concerned with flow control and was designing ingenious systems to suppress or delay boundary layer separation (sec Prandtl, 1925). The last two decades have seen an explosive growth of investigations and publications of mathematical nature concerning various aspects of the control of viscous flow, good examples of these publications being Gun/burger (1995) and Sritharan (1998). Actually, the above two references also contain articles related to the computational aspects of the optimal control of viscous flow, but, usually, the geometry of the flow region is fairly simple and Reynolds numbers rather low. Some publications of computational nature arc llou and Ravindran (1996), Ghattas and Bark (1997), and Ito and Ravindran (1998); however, in those articles, once again the geometry is simple and/or the Reynolds number is low (more references will be given at the end of this section).
Stealth technologies have enjoyed a considerable growth of interest during the last two decades both for aircraft and space applications. Due to the very high frequencies used by modern radars the computation of the Radar Cross Section (RCS) of a full aircraft using the Maxwell equations is still a great challenge (see Talflove, 1992). From the fact that boundary integral methods (see Nedelec, 2001 and the references therein for a discussion of boundary integral methods) are not well suited to general heterogeneous media and coated materials, field approaches seem to provide an alternative which is worth exploring.
In this chapter (which follows closely Section 6.13 of the original Acta Numerica article and Bristeau, Glowinski, and Periaux, 1998), we consider a particular application of controllability methods to the solution of the Helmholtz equations obtained when looking for the monochromatic solutions of linear wave problems. The idea here is to go back to the original wave equation and to apply techniques, inspired by controllability studies, in order to find its time-periodic solutions. Indeed, this method (introduced in Bristeau, Glowinski, and Périaux, 1993a,b) is a competitor – and is related – to the one in which the wave equation is integrated from 0 to +∞in order to obtain asymptotically a time-periodic solution; it is well-known (from, for example, Lax and Phillips, 1989) that if the scattering body is convex, then the solution will converge exponentially to the time-periodic solution as t → +∞.
In the original text (that is, Acta Numerica 1995), the content of this chapter was considered as a preliminary step to a more ambitious goal, namely, the control of systems governed by the Navier–Stokes equations modeling incompressible viscous flow. Indeed, substantial progress concerning this objective took place in the late 1990s (some of them to be reported in Part III of this book), making – in some sense – this chapter obsolete. We decided to keep it since it addresses some important issues that will not be considered in Part III (and also because it reflects some of the J.L. Lions scientific concerns at the time).
Back to the original text, let us say that the control problems and methods which have been discussed so far in this book have been mostly concerned with systems governed by linear diffusion equations of the parabolic type, associated with second-order elliptic operators. Indeed, these methods have been applied in, for example, Berggren (1992) and Berggren, Glowinski, and J.L. Lions (1996b), to the solution of approximate boundary controllability problems for systems governed by strongly advection dominated linear advection–diffusion equations. These methods can also be applied to systems of linear advection–diffusion equations and to higher-order parabolic equations (or systems of such equations). Motivated by the solution of controllability problems for the Navier–Stokes equations modeling incompressible viscous flow, we will discuss now controllability issues for a system of partial differential equations which is not of the Cauchy–Kowalewska type, namely, the classical Stokes system.
While addressing in this book the numerical solution of controllability problems for systems governed by partial differential equations, we had the opportunity to encounter a variety of concepts and methods whose applicability goes much beyond the solution of genuine control problems. Among these concept and methods let us mention convex duality, space–time discretization of partial differential equations, numerical methods for the solution of large linear systems, least-squares formulations, optimization algorithms, and so on. In Chapter 7, we have shown while formulating a given problem as a controllability that one may gain access to powerful solution methods. Such a situation is not unique as shown by the following example inspired from work in progress by R. Azencott, A.M. Ramos and the first author (see Azencott, Glowinski, and Ramos, 2007). The (relatively simple) problem that we consider is part of a large research program on shape identification and pattern recognition (largely motivated by medical applications); it can be described as follows:
Let Γ0 be a rectifiable (or piece of) bounded curve in ℝ2; suppose that one wishes to know how close is Γ0 to another curve ΓR (the curve of reference) which is also rectifiable and bounded. The idea here is to introduce a distance between Γ0 and ΓR (rigid displacement and similarity invariant in general, but these conditions can be relaxed if necessary, or more conditions can be added).
In this paper, we consider C1,1 Hamiltonian systems. We prove the existence of a first derivative of the flow with respect to initial values and show that it satisfies the symplecticity condition almost everywhere in the phase-space. In a second step, we present a geometric integrator for such systems (called the SDH method) based on B-splines interpolation and a splitting method introduced by McLachlan and Quispel [Appl. Numer. Math. 45 (2003) 411–418], and we prove it is convergent, and that it preserves the energy and the volume.
The model order reduction methodology of reduced basis (RB)techniques offers efficient treatment of parametrized partial differential equations (P2DEs) by providing both approximate solution procedures and efficient error estimates. RB-methods have so far mainly been applied to finite element schemes for elliptic and parabolic problems. In the current study we extend the methodology to general linear evolution schemes such as finite volume schemes for parabolic and hyperbolic evolution equations. The new theoretic contributions are the formulation of a reduced basis approximation scheme for these general evolution problems and the derivation of rigorous a-posteriori error estimates in various norms. Algorithmically, an offline/online decomposition of the scheme and the error estimators is realized in case of affine parameter-dependence of the problem. This is the basis for a rapid online computation in case of multiple simulation requests.We introduce a new offline basis-generation algorithm based on our a-posteriori error estimator which combines ideas from existing approaches. Numerical experiments for an instationary convection-diffusion problem demonstrate the efficient applicability of the approach.
A new finite element, which is continuously differentiable, but only piecewise quadratic polynomials on a type of uniform triangulations, is introduced. We construct a local basis which does not involve nodal values nor derivatives. Different from the traditional finite elements, we have to construct a special, averaging operator which is stable and preserves quadratic polynomials. We show the optimal order of approximation of the finite element in interpolation, and in solving the biharmonic equation. Numerical results are provided confirming the analysis.
In this paper, the convergence of a Neumann-Dirichlet algorithm to approximateCoulomb's contact problem between two elastic bodies is proved in a continuous setting. In this algorithm, the natural interface between the two bodies is retained as a decomposition zone.
We consider a body immersed in a perfect gas and moving under the action of a constant force.Body and gas are in thermal equilibrium. We assume a stochastic interaction body/medium: when a particle of the medium hits the body, it is absorbed and immediately re-emitted with a Maxwellian distribution. This system gives rise to a microscopic model of friction. We study the approach of the body velocity V(t) to the limiting velocity $V_\infty$ and prove that, under suitable smallness assumptions, the approach to equilibrium is $$|V(t)-V_\infty|\approx \frac{C}{t^{d+1}},$$where d is the dimension of the space, and C is a positive constant. This approach is not exponential, as typical in friction problems, and even slower than for the same problem with elastic collisions.
We are concerned with a 2D time harmonic wave propagationproblem in a medium including a thin slot whose thickness εis small with respect to the wavelength. In a previous article, we derivedformally an asymptotic expansion of the solution with respect to εusing the method of matched asymptotic expansions. We also proved theexistence and uniqueness of the terms of the asymptotics. In this paper,we complete the mathematical justification of our work by deriving optimal error estimates between the exact solutions and truncated expansions at any order.
We present in this paper a pressure correction scheme for the barotropic compressible Navier-Stokes equations, which enjoys an unconditional stability property, in the sense that the energy and maximum-principle-based a priori estimates of the continuous problem also hold for the discrete solution.The stability proof is based on two independent results for general finite volume discretizations, both interesting for their own sake: the L2-stability of the discrete advection operator provided it is consistent, in some sense, with the mass balance and the estimate of the pressure work by means of the time derivative of the elastic potential.The proposed scheme is built in order to match these theoretical results, and combines a fractional-step time discretization of pressure-correction type with a space discretization associating low order non-conforming mixed finite elements and finite volumes.Numerical tests with an exact smooth solution show the convergence of the scheme.
The quasicontinuum method is a coarse-graining technique for reducing the complexity of atomistic simulations in a static and quasistatic setting. In this paper we aim to give a detailed a priori and a posteriori error analysis for a quasicontinuum method in one dimension. We consider atomistic models with Lennard–Jones type long-range interactions and a QC formulation which incorporates several important aspects of practical QC methods. First, we prove the existence, the local uniqueness and the stability with respect to a discrete W1,∞-norm of elastic and fractured atomistic solutions. We use a fixed point argument to prove the existence of a quasicontinuum approximation which satisfies a quasi-optimal a priori error bound. We then reverse the role of exact and approximate solution and prove that, if a computed quasicontinuum solution is stable in a sense that we make precise and has a sufficiently small residual, there exists a `nearby' exact solution which it approximates, and we give an a posteriori error bound. We stress that, despite the fact that we use linearization techniques in the analysis, our results apply to genuinely nonlinear situations.
Proper orthogonal decomposition (POD) is apowerful technique for model reduction of non-linear systems. Itis based on a Galerkin type discretization with basis elementscreated from the dynamical system itself. In the context ofoptimal control this approach may suffer from the fact that thebasis elements are computed from a reference trajectory containingfeatures which are quite different from those of the optimallycontrolled trajectory. A method is proposed which avoids thisproblem of unmodelled dynamics in the proper orthogonaldecomposition approach to optimal control. It is referred to asoptimality system proper orthogonal decomposition (OS-POD).